To cite package ‘VLTimeCausality’ in publications use:

  Chainarong Amornbunchornvej, Elena Zheleva, and Tanya Berger-Wolf.
  2021. Variable-lag Granger Causality and Transfer Entropy for Time
  Series Analysis. ACM Transactions on Knowledge Discovery from Data
  Vol 15, No. 4, Article 67 (May 2021), 30 pages.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Variable-lag Granger Causality for Time Series Analysis.},
    author = {Chainarong Amornbunchornvej and Elena Zheleva and Tanya Berger-Wolf},
    journal = {ACM Transactions on Knowledge Discovery from Data},
    year = {2021},
    volume = {15},
    number = {4(67)},
    publisher = {ACM},
    pages = {1-30},
    doi = {10.1145/3441452},
    url = {https://doi.org/10.1145/3441452},
  }